nateo:
If you try my technique with a roller mill, make sure the outside of the grain is as dry as possible. I'd towel it off at least, or let it dry out over night or something. If the grain is still sopping wet when you run it through a roller mill, it will definitely ruin your day.

Sort of, only you actually cook the grain. You wouldn't want to boil malt, but since there are no enzymes in raw wheat there's no problem parboiling it. The boiling softens up the pericarp enough that it'll mill easily.